WHEAT - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 508,587: 71,709 110,096 127,660 270,355 209,515 469,724 447,272: 38,863 61,316
Old : 417,313: 68,833 105,035 89,586 226,944 177,303 385,363 371,924: 31,950 45,388
Other: 91,275: 24,535 26,720 16,415 43,411 32,212 84,361 75,347: 6,913 15,927
: : :
: : Changes in Commitments from: September 13, 2011 :
: 17,798: -656 12,282 8,243 7,786 -5,045 15,373 15,480: 2,425 2,318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 21.6 25.1 53.2 41.2 92.4 87.9: 7.6 12.1
Old : 100.0: 16.5 25.2 21.5 54.4 42.5 92.3 89.1: 7.7 10.9
Other: 100.0: 26.9 29.3 18.0 47.6 35.3 92.4 82.6: 7.6 17.4
: : :
:# Traders : Number of Traders in Each Category :
All : 411: 114 156 173 101 118 321 356:
Old : 401: 121 151 151 94 112 299 335:
Other: 215: 47 63 47 42 92 118 179:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 11.6 33.8 17.4 19.3 10.0 31.2 14.6
Old : 22.4 13.7 35.2 19.5 21.3 12.4 33.1 17.8
Other: 30.5 17.3 45.0 27.7 25.1 9.8 35.9 16.9
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,892,130: 366,240 79,615 602,791 738,476 929,113 1,707,507 1,611,519: 184,624 280,611
Old : 1,718,606: 346,520 91,627 551,059 651,777 823,304 1,549,357 1,465,990: 169,249 252,616
Other: 173,524: 53,554 21,823 17,897 86,698 105,809 158,149 145,529: 15,375 27,995
: : :
: : Changes in Commitments from: September 13, 2011 :
: -13,132: -50,178 -11,201 7,577 32,916 -5,000 -9,685 -8,624: -3,447 -4,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 4.2 31.9 39.0 49.1 90.2 85.2: 9.8 14.8
Old : 100.0: 20.2 5.3 32.1 37.9 47.9 90.2 85.3: 9.8 14.7
Other: 100.0: 30.9 12.6 10.3 50.0 61.0 91.1 83.9: 8.9 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 882: 273 166 292 265 395 658 747:
Old : 879: 269 172 279 263 395 647 740:
Other: 448: 74 66 50 70 277 167 373:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.5 10.5 20.3 15.6 9.5 6.5 13.8 9.5
Old : 11.5 9.9 19.9 15.1 9.8 6.8 14.6 9.6
Other: 32.2 25.2 45.2 34.2 19.9 16.1 32.0 23.4
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 15,668: 2,521 1,364 1,695 8,511 11,132 12,727 14,192: 2,941 1,476
Old : 15,526: 2,530 1,364 1,638 8,421 11,052 12,589 14,054: 2,937 1,472
Other: 142: 0 10 47 90 81 138 138: 4 4
: : :
: : Changes in Commitments from: September 13, 2011 :
: -6: -187 173 109 49 -395 -29 -113: 23 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 8.7 10.8 54.3 71.1 81.2 90.6: 18.8 9.4
Old : 100.0: 16.3 8.8 10.5 54.2 71.2 81.1 90.5: 18.9 9.5
Other: 100.0: 0.1 7.0 33.4 63.7 56.8 97.2 97.2: 2.8 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 15 9 6 15 12 32 25:
Old : 42: 15 9 6 14 12 31 25:
Other: 7: 1 1 2 4 2 6 4:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 71.3 57.8 79.0 37.4 63.2 50.7 69.2
Old : 40.2 71.3 57.6 79.1 37.6 63.9 51.0 69.9
Other: 92.6 97.2 97.2 97.2 31.6 31.6 31.6 31.6
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 812,514: 155,482 38,744 246,523 347,473 445,515 749,477 730,782: 63,036 81,732
Old : 762,986: 149,975 43,517 229,021 324,215 415,132 703,211 687,671: 59,775 75,315
Other: 49,528: 17,809 7,530 5,199 23,258 30,383 46,266 43,111: 3,262 6,417
: : :
: : Changes in Commitments from: September 13, 2011 :
: -24,040: -48,540 -4,386 -967 32,290 -22,077 -17,217 -27,430: -6,822 3,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 4.8 30.3 42.8 54.8 92.2 89.9: 7.8 10.1
Old : 100.0: 19.7 5.7 30.0 42.5 54.4 92.2 90.1: 7.8 9.9
Other: 100.0: 36.0 15.2 10.5 47.0 61.3 93.4 87.0: 6.6 13.0
: : :
:# Traders : Number of Traders in Each Category :
All : 591: 210 145 247 129 206 460 495:
Old : 589: 206 151 239 129 206 454 491:
Other: 249: 44 57 27 38 131 98 202:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.8 18.2 21.5 26.5 10.5 10.7 15.1 15.5
Old : 13.4 18.3 22.5 26.9 11.0 11.8 16.5 16.2
Other: 35.9 37.3 48.4 48.5 33.7 36.3 45.5 44.9
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 21,106: 17,812 2,445 13 8 4,057 17,833 6,515: 3,273 14,591
Old : 18,363: 15,468 2,404 13 8 3,311 15,489 5,728: 2,874 12,635
Other: 2,743: 2,344 41 0 0 746 2,344 787: 399 1,956
: : :
: : Changes in Commitments from: September 13, 2011 :
: -1,607: -1,441 394 -33 0 -262 -1,474 99: -133 -1,706
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 11.6 0.1 0.0 19.2 84.5 30.9: 15.5 69.1
Old : 100.0: 84.2 13.1 0.1 0.0 18.0 84.3 31.2: 15.7 68.8
Other: 100.0: 85.5 1.5 0.0 0.0 27.2 85.5 28.7: 14.5 71.3
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 18 9 4 1 10 19 23:
Old : 37: 18 9 4 1 10 19 23:
Other: 21: 8 3 0 0 10 8 13:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 15.7 70.3 21.5 52.3 15.7 70.3 21.5
Old : 49.3 14.9 68.5 20.9 49.3 14.9 68.5 20.9
Other: 76.9 23.3 85.5 26.5 76.9 23.3 85.5 26.5
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 334,341: 70,240 40,542 60,290 173,348 207,365 303,878 308,196: 30,463 26,145
Old : 326,427: 70,007 41,393 59,103 167,866 200,236 296,976 300,731: 29,451 25,696
Other: 7,914: 1,084 0 336 5,482 7,129 6,902 7,465: 1,012 449
: : :
: : Changes in Commitments from: September 13, 2011 :
: -4,644: -5,999 6,915 -2,543 7,319 -11,505 -1,223 -7,132: -3,421 2,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 12.1 18.0 51.8 62.0 90.9 92.2: 9.1 7.8
Old : 100.0: 21.4 12.7 18.1 51.4 61.3 91.0 92.1: 9.0 7.9
Other: 100.0: 13.7 0.0 4.2 69.3 90.1 87.2 94.3: 12.8 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 89 63 81 72 74 204 190:
Old : 256: 88 69 80 72 74 203 190:
Other: 39: 15 0 4 13 15 28 19:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.0 21.7 24.5 36.0 11.0 17.5 17.3 25.5
Old : 14.5 22.1 24.1 35.5 11.4 18.2 17.9 25.9
Other: 62.4 66.2 72.6 87.4 28.6 38.0 37.7 53.0
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 831,895: 66,805 94,427 106,933 501,597 495,132 675,334 696,492: 156,561 135,403
Old : 831,895: 66,805 94,427 106,933 501,597 495,132 675,334 696,492: 156,561 135,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 24,837: 9,625 199 8,931 13,678 23,424 32,234 32,554: -7,397 -7,717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 11.4 12.9 60.3 59.5 81.2 83.7: 18.8 16.3
Old : 100.0: 8.0 11.4 12.9 60.3 59.5 81.2 83.7: 18.8 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 27 39 44 78 82 133 137:
Old : 170: 27 39 44 78 82 133 137:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.3 15.8 27.3 25.5 16.6 13.9 22.1 22.1
Old : 19.3 15.8 27.3 25.5 16.6 13.9 22.1 22.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 382,748: 52,670 45,477 3,154 259,567 290,162 315,392 338,793: 67,357 43,956
Old : 382,748: 52,670 45,477 3,154 259,567 290,162 315,392 338,793: 67,357 43,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -18,368: -1,910 1,134 -4,726 -11,374 -13,534 -18,010 -17,126: -359 -1,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 11.9 0.8 67.8 75.8 82.4 88.5: 17.6 11.5
Old : 100.0: 13.8 11.9 0.8 67.8 75.8 82.4 88.5: 17.6 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 6 8 3 43 41 51 50:
Old : 76: 6 8 3 43 41 51 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 48.7 44.1 61.2 24.0 48.6 40.2 60.3
Old : 27.2 48.7 44.1 61.2 24.0 48.6 40.2 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 9,868: 810 935 865 7,607 7,663 9,282 9,463: 586 405
Old : 9,868: 810 935 865 7,607 7,663 9,282 9,463: 586 405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -601: -257 27 70 -507 -772 -694 -675: 93 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 9.5 8.8 77.1 77.7 94.1 95.9: 5.9 4.1
Old : 100.0: 8.2 9.5 8.8 77.1 77.7 94.1 95.9: 5.9 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 4 4 22 24 30 29:
Old : 34: 5 4 4 22 24 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 47.5 72.6 68.2 27.5 23.8 35.9 34.4
Old : 52.3 47.5 72.6 68.2 27.5 23.8 35.9 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 199,938: 51,900 26,363 30,205 82,988 118,645 165,092 175,212: 34,846 24,726
Old : 194,967: 51,103 26,429 28,870 80,916 115,674 160,888 170,973: 34,079 23,994
Other: 4,971: 1,107 243 1,025 2,072 2,971 4,204 4,239: 767 732
: : :
: : Changes in Commitments from: September 13, 2011 :
: -15,439: -17,506 5,685 -3,056 9,523 -21,872 -11,040 -19,243: -4,400 3,803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 13.2 15.1 41.5 59.3 82.6 87.6: 17.4 12.4
Old : 100.0: 26.2 13.6 14.8 41.5 59.3 82.5 87.7: 17.5 12.3
Other: 100.0: 22.3 4.9 20.6 41.7 59.8 84.6 85.3: 15.4 14.7
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 63 35 44 70 66 158 128:
Old : 190: 65 35 44 70 66 158 128:
Other: 35: 6 5 6 17 9 26 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.6 27.7 24.2 38.4 9.6 19.1 15.4 26.7
Old : 15.1 27.8 23.9 37.9 9.7 19.6 15.6 27.0
Other: 45.1 52.3 65.7 72.7 36.3 44.2 47.6 53.2
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 18,711: 5,298 3,418 1,069 7,674 13,096 14,041 17,583: 4,670 1,128
Old : 18,709: 5,298 3,418 1,069 7,674 13,094 14,041 17,581: 4,668 1,128
Other: 2: 0 0 0 0 2 0 2: 2 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -551: -611 12 -109 356 -479 -365 -576: -186 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 18.3 5.7 41.0 70.0 75.0 94.0: 25.0 6.0
Old : 100.0: 28.3 18.3 5.7 41.0 70.0 75.0 94.0: 25.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 100.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 35 21 12 29 20 71 46:
Old : 90: 35 21 12 29 20 71 46:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 54.6 35.4 66.2 22.6 52.0 35.4 63.5
Old : 22.6 54.6 35.4 66.2 22.6 52.1 35.4 63.5
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 830,153: 240,075 166,086 46,505 437,606 497,812 724,186 710,403: 105,967 119,750
Old : 830,153: 240,075 166,086 46,505 437,606 497,812 724,186 710,403: 105,967 119,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 32,674: 68,717 -1,120 -2,177 -30,335 35,917 36,204 32,620: -3,530 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 20.0 5.6 52.7 60.0 87.2 85.6: 12.8 14.4
Old : 100.0: 28.9 20.0 5.6 52.7 60.0 87.2 85.6: 12.8 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 41 50 24 83 127 141 185:
Old : 237: 41 50 24 83 127 141 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 16.6 39.6 24.8 26.7 11.0 35.5 18.2
Old : 27.2 16.6 39.6 24.8 26.7 11.0 35.5 18.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,907,366: 144,222 245,036 201,850 1,253,539 1,127,539 1,599,611 1,574,425: 307,754 332,940
Old : 1,907,366: 144,222 245,036 201,850 1,253,539 1,127,539 1,599,611 1,574,425: 307,754 332,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -52,183: -6,633 15,937 22,197 -46,701 -89,212 -31,137 -51,078: -21,047 -1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 12.8 10.6 65.7 59.1 83.9 82.5: 16.1 17.5
Old : 100.0: 7.6 12.8 10.6 65.7 59.1 83.9 82.5: 16.1 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 41 41 53 124 137 185 211:
Old : 233: 41 41 53 124 137 185 211:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 14.5 35.5 22.0 27.0 11.0 32.6 17.6
Old : 28.6 14.5 35.5 22.0 27.0 11.0 32.6 17.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 1,457,186: 396,821 105,052 90,474 755,859 1,003,712 1,243,154 1,199,238: 214,032 257,949
Old : 1,457,186: 396,821 105,052 90,474 755,859 1,003,712 1,243,154 1,199,238: 214,032 257,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 5,245: 12,602 -10,374 13,273 -19,275 5,721 6,600 8,620: -1,355 -3,375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 7.2 6.2 51.9 68.9 85.3 82.3: 14.7 17.7
Old : 100.0: 27.2 7.2 6.2 51.9 68.9 85.3 82.3: 14.7 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 39 23 35 83 113 133 160:
Old : 187: 39 23 35 83 113 133 160:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 18.6 40.3 26.6 27.3 15.7 39.7 22.7
Old : 27.6 18.6 40.3 26.6 27.3 15.7 39.7 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 952,287: 61,729 63,875 318,487 532,519 525,946 912,734 908,308: 39,552 43,979
Old : 952,287: 61,729 63,875 318,487 532,519 525,946 912,734 908,308: 39,552 43,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 2,291: -16,701 728 9,228 11,493 -5,462 4,020 4,495: -1,729 -2,203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 6.7 33.4 55.9 55.2 95.8 95.4: 4.2 4.6
Old : 100.0: 6.5 6.7 33.4 55.9 55.2 95.8 95.4: 4.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 26 34 44 71 75 123 130:
Old : 146: 26 34 44 71 75 123 130:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 26.0 49.8 43.0 24.0 17.7 28.6 25.1
Old : 33.6 26.0 49.8 43.0 24.0 17.7 28.6 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 34,318: 7,554 2,912 414 22,605 25,912 30,573 29,237: 3,746 5,081
Old : 34,318: 7,554 2,912 414 22,605 25,912 30,573 29,237: 3,746 5,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -30,332: -749 -84 -5,126 -19,133 -21,439 -25,009 -26,650: -5,324 -3,683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.5 1.2 65.9 75.5 89.1 85.2: 10.9 14.8
Old : 100.0: 22.0 8.5 1.2 65.9 75.5 89.1 85.2: 10.9 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 8 9 5 33 30 44 41:
Old : 70: 8 9 5 33 30 44 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 37.0 49.3 53.5 34.6 37.0 49.2 53.0
Old : 34.6 37.0 49.3 53.5 34.6 37.0 49.2 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 68,636: 15,108 5,823 828 45,209 51,824 61,145 58,475: 7,491 10,162
Old : 68,636: 15,108 5,823 828 45,209 51,824 61,145 58,475: 7,491 10,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -28,858: -3,619 -1,660 -1,923 -18,628 -21,796 -24,169 -25,379: -4,689 -3,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 8.5 1.2 65.9 75.5 89.1 85.2: 10.9 14.8
Old : 100.0: 22.0 8.5 1.2 65.9 75.5 89.1 85.2: 10.9 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 8 9 5 33 30 44 41:
Old : 70: 8 9 5 33 30 44 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 37.0 49.3 53.5 34.6 37.0 49.2 53.0
Old : 34.6 37.0 49.3 53.5 34.6 37.0 49.2 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 14,381: 5,142 6,214 4,337 4,498 3,813 13,977 14,364: 404 17
Old : 14,381: 5,142 6,214 4,337 4,498 3,813 13,977 14,364: 404 17
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 2,507: -88 -111 2,601 -3 0 2,510 2,490: -3 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 43.2 30.2 31.3 26.5 97.2 99.9: 2.8 0.1
Old : 100.0: 35.8 43.2 30.2 31.3 26.5 97.2 99.9: 2.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 10 10 5 3 1 17 12:
Old : 24: 10 10 5 3 1 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 76.2 86.6 92.5 56.4 55.3 64.3 66.5
Old : 62.4 76.2 86.6 92.5 56.4 55.3 64.3 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 10,807: 2,437 582 4 8,046 10,140 10,487 10,726: 320 81
Old : 10,807: 2,437 582 4 8,046 10,140 10,487 10,726: 320 81
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: 88: -572 -40 4 608 108 40 72: 48 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 5.4 0.0 74.5 93.8 97.0 99.3: 3.0 0.7
Old : 100.0: 22.6 5.4 0.0 74.5 93.8 97.0 99.3: 3.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 9 4 1 6 13 15 18:
Old : 31: 9 4 1 6 13 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.0 79.8 93.6 92.7 78.9 79.8 93.5 92.6
Old : 79.0 79.8 93.6 92.7 78.9 79.8 93.5 92.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000) :
: : :
All : 15,557: 1,480 435 0 13,749 15,074 15,229 15,509: 328 48
Old : 15,557: 1,480 435 0 13,749 15,074 15,229 15,509: 328 48
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2011 :
: -5,546: -226 -260 0 -5,405 -5,266 -5,631 -5,526: 85 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 2.8 0.0 88.4 96.9 97.9 99.7: 2.1 0.3
Old : 100.0: 9.5 2.8 0.0 88.4 96.9 97.9 99.7: 2.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 6 2 0 6 13 12 15:
Old : 26: 6 2 0 6 13 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 94.1 80.0 97.2 93.0 94.1 80.0 97.2 93.0
Old : 94.1 80.0 97.2 93.0 94.1 80.0 97.2 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2011